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Trade: SAND/USDT/720/HWMA/T3/2065

Strategy
SAND/USDT/720/HWMA/T3/2065
Pair
SAND_USDT
Interval
12h
Score
603271
Daily Profit
0.331235
Profit Factor
2.865490
Profitability
75.609756
Streak
248.448532
Best Strategy
Training Data Length
1881.500000
Evaluation Time
2025-10-09 01:45
Expiration Time
2025-12-04 00:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -687933.0766 128007.9585 -815941.0351 4162863.6789 -46101990.206 50264853.8849
Total P&L (%) -687.9331 128.008 -815.941 4162.8637 -46101.9902 50264.8539
Avg Daily Profit (%) -0.3656 0.068 -0.4337 0.1996 0 0.3312
Buy And Hold Return (%) 611.6765 611.6765 611.6765 611.6765 611.6765 611.6765
Max Trade Drawdown -891072 -153018 -923599 -59301102 -47103426 -14258677
Profit Factor 0.4496 1.6842 0.2323 1.0496 0.1902 2.8655
Total Trades 81 40 41 81 40 41
Winning Trades 71 35 36 59 28 31
Losing Trades 10 5 5 22 12 10
Profitability (%) 87.6543 87.5 87.8049 72.8395 70 75.6098
Ratio Avg Win / Avg Loss 0.0633 0.2406 0.0323 0.3914 0.0815 0.9244
Largest Winning Trade 44913 44913 34802 70424726 5956903 70424726
Largest Losing Trade -495937 -80017 -495937 -37837122 -37837122 -14149473
Avg Bars in Trades 43 52 35 43 52 35
Avg Bars in Winners 8 7 8 14 5 21
Avg Bars in Losers 297 366 228 123 161 78
Bars Traded 3559 2109 1450 3559 2109 1450
Profit Streak 61.4485 61.4485 248.4485 61.4485 61.4485 248.4485
Trades During Streak 17 8 12 17 8 12
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -590360 -261197 -574544 -170950 -576543 603271
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3763,
    "evaluation_days": 1881.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1605528000000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759963553191,
    "expiration_time": 1764801648000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.91104,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 165,
            "offset": 24,
            "a": 0.39105
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            -687933.0765692479,
            128007.9585086193,
            -815941.0350778672,
            4162863.6788884206,
            -46101990.20596517,
            50264853.88485361
        ],
        [
            -687.933077,
            128.007959,
            -815.941035,
            4162.863679,
            -46101.990206,
            50264.853885
        ],
        [
            -0.36563,
            0.068035,
            -0.433665,
            0.199642,
            0,
            0.331235
        ],
        [
            611.676468,
            611.676468,
            611.676468,
            611.676468,
            611.676468,
            611.676468
        ],
        [
            -891072,
            -153018,
            -923599,
            -59301102,
            -47103426,
            -14258677
        ],
        [
            0.449637,
            1.68423,
            0.232329,
            1.04963,
            0.190245,
            2.86549
        ],
        [
            81,
            40,
            41,
            81,
            40,
            41
        ],
        [
            71,
            35,
            36,
            59,
            28,
            31
        ],
        [
            10,
            5,
            5,
            22,
            12,
            10
        ],
        [
            87.654321,
            87.5,
            87.804878,
            72.839506,
            70,
            75.609756
        ],
        [
            0.063329,
            0.240604,
            0.032268,
            0.391387,
            0.081534,
            0.924352
        ],
        [
            44913,
            44913,
            34802,
            70424726,
            5956903,
            70424726
        ],
        [
            -495937,
            -80017,
            -495937,
            -37837122,
            -37837122,
            -14149473
        ],
        [
            43,
            52,
            35,
            43,
            52,
            35
        ],
        [
            8,
            7,
            8,
            14,
            5,
            21
        ],
        [
            297,
            366,
            228,
            123,
            161,
            78
        ],
        [
            3559,
            2109,
            1450,
            3559,
            2109,
            1450
        ],
        [
            61.448532,
            61.448532,
            248.448532,
            61.448532,
            61.448532,
            248.448532
        ],
        [
            17,
            8,
            12,
            17,
            8,
            12
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -590360,
            -261197,
            -574544,
            -170950,
            -576543,
            603271
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3763,
    "evaluation_days": 1881.5,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1605528000000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759963553191,
    "expiration_time": 1764801648000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.91104,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 165,
            "offset": 24,
            "a": 0.39105
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)